研究成果

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研究成果

2008年研究成果

时间:2009-02-27

1,Chen, S. X., Leung, D. Y. H. and J. Qin (2008): Improved Semiparametric

Estimation Using Surrogate Data. Journal of the Royal Statistical Society,

Series B, 70, 803-823

2, Chen, S.X., J. Gao and Tang, C. Y. (2008) A test for model specification of diffusion processes,The Annals of Statistics,36, 167-198

3Chen, Song Xi and Chiu Min WONG (2008) Smoothed Block Empirical Likelihood for Quantiles of Weakly Dependent Processes, Statistica Sinica, to appear.

4, Chen, S.X (2008) Nonparametric Estimation of Expected Shortfall, Journal of Financial Econometrics, 6, 87-107.

5,Wang, D. and S.X. Chen (2008), Empirical Likelihood for Estimating Equation with Missing Values,The Annals of Statistics, to appear.

6,Da Huang, Hansheng Wang, Qiwei Yao:Estimating GARCH Models: When to Use What?(如何正确使用GARCH模型) Econometrics Journal,2008.3,11,1

7,Jun Shao, Hansheng Wang:Confidence intervals based on survey data with nearest neighbor imputation(利用最近邻补值法对抽样数据进行置信区间的估计) Statistica Sinica,2008.1,18,1

8,Hansheng Wang, Liqiang Ni, Chih-Ling Tsai1:Improving dimension reduction via contour-projection (轮廓投影对数据降维的改进)Improving dimension reduction via contour-projection Statistica Sinica,2008.1,18,1

9,Hansheng Wang, Yingcun Xia:Sliced Regression for Dimension Reduction (针对数据降维的切片回归) Journal of the American Statistical Association,2008.6,103, 482

10,Hansheng Wang, Chenlei Leng:A Note on Adaptive Group Lasso(关于分组自适应LASSO)

Computational Statistics & Data Analysis,2008.8,52, 12

11,Guohua Jiang, Hansheng Wang:Should Earnings Thresholds be used as Delisting Criteria in Stock Market? (应当采用盈利能力的临界值对股票市场进行管制么?) Journal of Accounting and Public Policy,2008.9,27, 5

12,孙便霞、韩鹏、王明进:随机波动率模型下的单位根检验及对我国股市的实证研究,数理统计与管理,2008年1月,27卷第1期

13,王明进、陈良昆:教育收益率估计方法的比较,数理统计与管理,2008年3月,27卷第3期

14,王明进:谱检验的Wild Bootstrap方法,统计研究,2008年6月,25卷第6期

15,王明进:高维波动率的预测,数量经济技术经济研究,2008年11月,25卷第11期

16,Fan Jianqing, Wang Mingjin, Yao Qiwei:Modelling multivariate volatilities via conditionally uncorrelated components 基于条件不相关成分的多元波动率模型,Journal of the Royal Statistical Society, Series B,2008年9月,70卷

17,Arthur Cohen,Harold B. Sackrowitz, Minya Xu:A new multiple testing method in the dependent case. 在不独立情况下的一个新的多重检验方法。Accepted。

18,Arthur Cohen,Harold B. Sackrowitz, Minya Xu,Steven Buyske:A family of Bayes multiple testing procedures. 一族贝叶斯多重检验方法。2008/6,Volume 95, Number 2

19,Arthur Cohen,Harold B. Sackrowitz, Minya Xu:The use of an identity in Anderson for multivariate multiple testing. Anderson的一个等式用在多元多重检验上。2008/9,Volume 138, Issue 9

20,Peter Phillips, Yixiao Sun, Sainan Jin:Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing,Econometrica,2008.1,V.76, no.1

21,姜万军,金赛男, 苏良军:建设创新型国家的瓶颈:基于风险管理的思考,《管理世界》,2008.3,2008.3

22,Liangjun Su, Zhijie Xiao:Testing for Parameter Stability in Quantile Regression Models,Statistics & Probability Letters,2008.11,V.78, no.16

23,Liangjun Su, Zhijie Xiao:Testing Structural Change in Time-Series Nonparametric Regression Models,Statistics and Its Interfacce,2008.12,V.2, no. 2

23,Liangjun Su, Aman Ullah:Nonparametric Prewhitening Estimators for Conditional Quantiles,Statistica Sinica,2008.7,V.18, no. 3

24,姜万军,金赛男, 苏良军,建设创新型国家的瓶颈:基于风险管理的思考,《管理世界》,2008.3,2008.3

25,Zhang, J. L.,Rubin, D. B., and Mealli, F. (2008), “Likelihood-based Analysis of Causal Effects via Principal Stratification: New Approach to Evaluating Job-Training Programs,” accepted byJournal of the American Statistical Association.

26,董小英,鄢凡,刘倩倩,张俊妮(2008),“不确定环境中我国企业高管信息扫描行为的实证研究”,《管理世界》。

27,Zhang, J. L.,Rubin, D. B., and Mealli, F. (2008), “Evaluating the Effects of Job Training Programs on Wages through Principal Stratification,” inVolume 21 of Advances in Econometrics: Modeling and Evaluating Treatment Effects in Econometrics, ed. by Millimet, D. L., Smith, J. A. and Vytlacil, E., pp. 117-145. Elsevier Science.

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